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Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Binance API docs
45 documents
Quantopian lectures
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

16,761 documents

TradingView scripts

This strategy identifies bullish and bearish pinbar-like candles using the candle range and the locations of its open and close. A bullish signal requires the body to sit in the upper portion of the range and the low to extend below the previous bar; a…

Technical indicatorsRisk managementBacktesting
TradingView scripts

This Bitcoin strategy combines one-hour engulfing candles with confirmation from higher timeframes. Long and short entries require the corresponding candle pattern, RSI and MACD alignment, elevated ATR and volume, and agreement between the prior daily close…

CryptoTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This strategy combines the Supertrend direction with the Relative Strength Index (RSI). It enters long when Supertrend is bullish and RSI is above 50, and short when Supertrend is bearish and RSI is below 50. It closes a long when RSI rises above 70 and…

Trend followingMomentumTechnical indicatorsBacktesting
TradingView scripts

This strategy uses 20-period and 55-period exponential moving averages on the charted instrument, described as XAUUSD. A cross of the faster average above the slower average triggers a long entry; a cross below triggers a short entry. The strategy sets a…

CommoditiesTrend followingTechnical indicatorsBacktesting
TradingView scripts

This strategy looks for a failed move beyond an inside bar’s range. It first identifies a bar contained within the range of the preceding bar. A long signal follows when the next bar trades below the inside bar’s low but stays below its high, then closes…

BreakoutMean reversionTechnical indicatorsBacktesting
TradingView scripts

The CRMI strategy combines pivot-based market structure, moving-average trend alignment, pullback valuation, and volatility and efficiency measures into a scored trade framework. Major and minor swing highs and lows establish directional bias; fast, medium,…

Trend followingTechnical indicatorsRisk managementBacktesting
TradingView scripts

This strategy combines a Follow Line trend signal with optional EMA, Schaff Trend Cycle (STC), and MACD confirmations. The Follow Line derives upper and lower bands from a moving average and standard deviation, then updates a trend line using price and an…

Technical indicatorsTrend followingMomentumRisk management
TradingView scripts

This strategy combines RSI, MACD histogram, short-versus-long EMA, Bollinger Bands and SuperTrend into a majority vote. Each enabled indicator contributes a buy, sell or neutral reading based on its rule; the combined signal is the side with more votes. When…

Technical indicatorsRisk managementPosition sizingBacktesting
TradingView scripts

This indicator applies repeated logistic-map calculations to a selected input, with modes based on RSI, Stochastic, Rate of Change, Awesome Oscillator or a custom price-dominance measure. The selected signal is normalized using a lookback and passed through…

Technical indicatorsMomentumStatisticsBacktesting
TradingView scripts

This long-only example combines an RSI entry with a filter based on recent trade outcomes. The base signal is a downward cross of the RSI threshold, with percentage-based take-profit and stop-loss levels set from the entry price. When enabled, the filter…

EquitiesTechnical indicatorsStatisticsBacktesting
TradingView scripts

This BTCUSD strategy looks for reversals after unusually weak or strong price moves. It buys when the RSI is below its oversold threshold and the close is below the lower Bollinger Band; optional short entries require an overbought RSI and a close above the…

CryptoMean reversionTechnical indicatorsBacktesting
TradingView scripts

This strategy combines confirmed swing breaks with several trend and pressure measures to score long and short conditions. Its inputs include higher-timeframe direction, ALMA signals across multiple timeframes, moving-average alignment, a smoothed price…

Trend followingMomentumTechnical indicatorsRisk management
TradingView scripts

This trend-following strategy calculates short- and long-period moving averages separately on price highs and lows. A long signal occurs when the short-period average of lows crosses above the long-period average of highs; a short signal occurs when the…

Technical indicatorsTrend followingBreakoutBacktesting
TradingView scripts

This strategy turns several ICT-style concepts into a scored long-and-short signal system. It tracks confirmed swing highs and lows to identify liquidity sweeps and market-structure breaks, detects fair value gaps and retests, and measures price location…

Technical indicatorsMomentumTrend followingBreakout
TradingView scripts

This strategy uses Bollinger Bands and Keltner Channels to identify periods of compression, then enters when a confirmed candle closes beyond the channel boundary. It supports long and short trades, with optional squeeze checks across lower and higher…

BreakoutVolatilityTechnical indicatorsRisk management
TradingView scripts

This intraday strategy looks for Nasdaq futures price extensions away from VWAP, paired with an extreme RSI reading and a two-candle reversal pattern. It buys when price is sufficiently below VWAP, RSI is oversold, and the latest candle turns up after a down…

FuturesMean reversionTechnical indicatorsRisk management
TradingView scripts

This script describes a weekly short strangle framework that places call and put strike levels around a center based on VWAP or EMA. It offsets the center by a multiple of ATR, rounds the levels to a selected strike interval, and can skip entries when the…

OptionsVolatilityRisk managementTechnical indicators
TradingView scripts

This strategy uses confirmed pivot highs and lows to establish potential breakout levels. After a pivot high is detected, it places a stop entry one minimum tick above that level; after a pivot low, it places a stop entry one tick below. The setup state…

BreakoutTechnical indicatorsBacktestingFutures
TradingView scripts

This script provides a simple framework for backtesting externally supplied long and short signals. It interprets an increase in each input series as a signal, enters only while flat, and attaches percentage-based stop-loss and take-profit orders to open…

BacktestingPosition sizingRisk managementExecution
TradingView scripts

This strategy identifies pivot highs and lows, then treats a close above a tracked pivot high as a bullish breakout and a close below a pivot low as a bearish breakout. A configurable time window, interpreted in London time, can restrict entries; an optional…

BreakoutTechnical indicatorsRisk managementPosition sizing
TradingView scripts

This indicator uses two selected features, drawn from RSI, CCI, rate of change, and normalized volume, to compare current market conditions with stored historical observations. Each observation is paired with a label representing a subsequent price…

Machine learningTechnical indicatorsVolatilityPosition sizing
TradingView scripts

This strategy combines Awesome Oscillator saucer signals with Williams Fractals and an Alligator-derived level to identify short-term trend direction. It takes long entries when the oscillator forms a rising saucer above zero, the short-term trend filter is…

Trend followingMomentumTechnical indicatorsPosition sizing
TradingView scripts

This strategy builds a directional setup after price sweeps a recent confirmed swing level and closes back inside it during a London or New York session window. It then tracks a sequence of possible confirmation signals: a large displacement candle, a fair…

Technical indicatorsBreakoutRisk managementBacktesting
TradingView scripts

This strategy searches recent bars for highs or lows clustered within a price tolerance, treating repeated touches as equal-high or equal-low zones. It looks for countertrend entries near those anchors, with optional candle-rejection and RSI filters, a…

FuturesMean reversionTechnical indicatorsRisk management